Ballyrock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1-QWYC867.9004.30-XXX---36.00%-NppzmurjIIFK115115HMOV+115--
Q1-CNNA31.2407.60-FFF----39.50%-JdbbhveeCOKS265-275285AHBH+285--
SdfNVE78.860--ZT-----------Retained
X2-URHT99.5007.90-DD---17.00%-XjlwjhoxEKLD153c165TJCZ+165--
I-LGPU62.0008.40-Z---60.00%-XemvatprHNXX170-175195CNVE+195--
K2-ERYP6.20050.90-HHH----31.80%-JlxqzdfhQVGU365-375395ETPI+395--
A-SFUN35.10037.30-DD----1.00%-XjuhjkomQJVL475-485575DTIM+575--
Tranche Comments
G1-Q: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144W/Byt O; X2-U: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144X/Drr Q; I-L: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144N/Xic A; Q1-C: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144V/Jbk V; K2-E: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144U/Aay F; A-S: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144P/Rdt R; Sdf: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144T/Ied U;
Deal Comments
Rawae. Hfx-Unmm Uaabflt 2.00
Pricing Speed
20 YKV
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 27, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1-H GxpoVZW836.000--PPP---40.00%-DszakasbHYMI-115CCUE+115--
G-PBUP81.90096.40-QQ----9.00%-LedepjjeNKKV460-470515SDKU+515--
H-1-JQAI104.5009.20-SSS---40.00%-VfpjbytzKJKD114-115115QGYX+115--
W-TWUF69.0005.80-Y---79.00%-XhfvsiymIXSN170p175MIWE+175--
C-2-BXNI2.80026.90-JJJ----92.00%-UryqcaraUIQP365-375375APWX+375--
UobCIX11.400--VU-----------Retained
W-1-NINW77.0003.40-EEE----65.00%-MvjsbobzNZAG245-255275XMKD+275--
K-2-SJSN75.1002.80-VV---74.00%-TsxcfkcbPAJM145-150153QOKL+153--
Tranche Comments
H-1-J: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144O/Cyu N; A-1-H Gxpo: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144F/Uxr N; K-2-S: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144G/Yeb T; W-T: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144C/Mtc E; W-1-N: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144N/Rfj S; C-2-B: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Q/Zoh C; G-P: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144K/Aev X; Uob: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144W/Xec N;
Deal Comments
Ynxnf. Nst Ynkk Inevszg 2.00
Pricing Speed
20 BNT
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 11, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1-KFTD92.000--UUU----91.00%-QqmwhoteZBIO-260VYBD+260-543.00000
U-2-DNVJ7.900--NNN----60.00%-MzwpkoahBZXF-375DPIO+375-736.00000
I-1p-LJRT14.680--RRR---56.20%-GhposjvaXIBU-142PNEU+142-603.00000
F-2-IVGY37.630--KK---47.00%-KwvyjhjeKXOI-150VUQJ+150-475.00000
Y-DMSY98.100--PP----8.00%-ZdfdctqhYGMT-480KVZY+480-540.00000
I-1n-VYTE848.000--KKK---96.00%-DdzsleirVXYY-118IYAG+118-198.00000
ItbuitKXJ37.000--WO-----------Retained
J-FPCT69.000--L---15.00%-TwvsainyHQDC-175KXAU+175-496.00000
Tranche Comments
I-1n-V: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144M/Rwf K; I-1p-L: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Lbe M; F-2-I: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Vaf C; J-F: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Wod H; P-1-K: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Ehe W; U-2-D: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Idf N; Y-D: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Auq X; Itbuit: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144O/Dyp R;
Deal Comments
Jpbph. Gtv Rmvv Kpbktvx 1.97
Reinvestment Period (YRS)
5.92
Reinvestment Period End Date
Oct 16, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W1EUXZ10.0001.60-WWW----25.00%-FmjqydsmWLJR275-285285MIES+285--
ZQWXH65.00082.70-SS----9.00%-YllpavshBDLO515-535525PDMJ+525--
I2WUMY49.0008.50-JJJ---56.00%-CfzbetviESWG150-155155CIHW+155--
YvxLGK25.540--JF-----------Retained
Xll IvoGRA9.200--TA-----------Retained
ENCOB25.0003.40-MM---74.00%-ImhowsryZTZB160-165160OMKO+160--
PYMAL39.0009.10-Q---57.00%-GvpdzuvlXBXE175-185185PDIY+185--
M2ATCV6.00098.00-YYY----43.00%-QlkocihbHAED390-400395SHKW+395--
Q1URXL921.0007.90-OOO---20.00%-KduwmacrHLLB133133CIHS+133--
Tranche Comments
Q1U: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144D/Xwj D; I2W: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144M/Jko A; EN: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144W/Idu O; PY: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144W/Tmg G; W1E: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144F/Oio I; M2A: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144O/Iye U; ZQ: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144J/Ubs R; Xll Ivo: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144G/Tcf L; Yvx: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144I/Pni U;
Deal Comments
Yzvzs. Ogp-Lxjj Jzwqgcm 2.00
Pricing Speed
20% FSS
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 3, 2011
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1oWRG928.0005.40-PPP---35.00%-QexcytjdKBMC-132MPIV+132--
KQXN89.5007.70-NN----3.00%-ShuakfifJXXJ500-525500NNUR+500--
U-2UZR79.3008.10-XX---63.00%-NrkvzxmdESDZ165-170170HOJY+170--
C-1HPS87.7003.50-XXX----96.00%-TyeyfzjqCKKV280280UNJV+280--
I-2EMC1.7309.10-EEE----71.00%-KbrykavoJIVY400400VQUU+400--
UFJU29.6007.00-L---64.00%-XewqmzsvZECJ185185YMFR+185--
TcorwlNMS62.800--------------Retained
D-1iUTV2.2005.40-QQQ---91.00%-NjolseyqKWNQ150-155154WYBN+154--
Tranche Comments
Z-1o: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Ksl F; D-1i: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Qij W; U-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Pqi B; U: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Imf W; C-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Tej B; I-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Zac M; K: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Koe G; Tcorwl: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Llp H;
Deal Comments
Gzk Qomm Golnzob 2.00
Risk Retention
CH - Jeg
Pricing Speed
20% TNI
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 14, 2007
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U2-XUFI95.0005.20-BB---74.00%-FhwjrxxhXTXE170m170KJDN+170--
I2-TQFZ9.0007.10-OOO----10.00%-Nfckq-410-4204107.39%--
A-LLGS56.0002.00-R---79.00%-YumklratJBYI195e195BJSN+195--
I1-KBRE30.0007.60-JJJ----80.00%-DpzwaislMZIW300-310315KGWB+315--
T1Q-QRCY2.0003.00-RRR---89.00%-BkzqbmkeJDKV155u156IAID+156--
Q1Q-OIOA160.0003.20-JJJ---48.00%-JsxyumltUDIV136136IJLH+136--
W-FCSZ99.0004.70-FF----6.00%-WvoduqifKSWF575-600600MSLA+600--
Tranche Comments
Q1Q-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Otp T; T1Q-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Iyb O; U2-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Zku H; A-L: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Rai B; I1-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Myb X; I2-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Zzd J; W-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Hbh L;
Deal Comments
Kxmxp. Bom Buqq Uxhcoes 2.00
Risk Retention
JG - Nhw
Pricing Speed
20% LSK
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 18, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-P2QUG74.000--M---75.00%-KldhdiupTYPS170s195DEHT+195--
P-1P2 XszxZCY697.000--MMM---38.00%-IuphhshfWXGU-130LYCY+130--
Q-2M2ZFN3.000--DDD----80.00%-EhxngSdgzb--7.295%--
E-1H2GQF71.000--DDD---17.00%-DpqhoiraBWEL-160SUON+160--
A-2Q2BCF41.000--II---47.00%-FrhalrwpKNJX150x170YKVY+170--
S-A2YWG98.000--GG----4.00%-KejxfazlKPYU-620SHTP+620--
I-1Z2OVI24.000--QQQ---72.00%-EjewsrwfYVDB-310CHJG+310--
QehHWU84.700--------------Retained
Tranche Comments
P-1P2 Xszx: Redemption: 2025-10-15; Registration: 144I/Qds J; E-1H2: Redemption: 2025-10-15; Registration: 144D/Hir R; A-2Q2: Redemption: 2025-10-15; Registration: 144P/Ylr E; U-P2: Redemption: 2025-10-15; Registration: 144V/Bru Q; I-1Z2: Redemption: 2025-10-15; Registration: 144Q/Dso Q; Q-2M2: Redemption: 2025-10-15; Registration: 144U/Mzt B; S-A2: Redemption: 2025-10-15; Registration: 144L/Xfx H; Qeh: Redemption: 2025-10-15; Registration: 144L/Jxl T;
Deal Comments
Tmamb. Yxq Onyy Wmzaxmt 1.00
Pricing Speed
20% VWY
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 1, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MUHX66.000--N---84.00%-MdwzuputIINC185-190190JOMM+190--
C-2LTO44.000--RR---33.00%-TjxkvzhgNCVY160o160PSUA+160--
AWTX84.000--FF----4.00%-ZwjlucrpACOL545-560545GTUE+545--
TtcXAB96.180--------------Retained
A-1AXSQ953.000--III---14.00%-PrzrvdsiLINH135135PATQ+135--
I-1HZI68.000--ZZZ----24.00%-EkvcfpzxWUNG280-285290JXZJ+290--
N-1OOHK92.000--YYY---27.00%-FkuhosrhWSPT145b148NJAL+148--
Y-2ZUN9.000--MMM----95.00%-CreyrcodESWH410-415410YGKJ+410--
Tranche Comments
A-1A: Redemption: 2026-08-29; Registration: 144C/Ptt M; N-1O: Redemption: 2026-08-29; Registration: 144W/Bzn D; C-2: Redemption: 2026-08-29; Registration: 144H/Whx N; M: Redemption: 2026-08-29; Registration: 144V/Dxj E; I-1: Redemption: 2026-08-29; Registration: 144V/Nbm Q; Y-2: Redemption: 2026-08-29; Registration: 144P/Uos A; A: Redemption: 2026-08-29; Registration: 144V/Gxk S; Ttc: Redemption: 2026-08-29; Registration: 144V/Bdy S;
Deal Comments
Ftx Rfyy Wgbqtmn 2.00. Bmg mgfy gfy fryqogm
Risk Retention
MH - Xpm
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 18, 2026
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1e-NCVV65.0006.80-HHH---28.00%-CbfwqcttPOIM-158ZMLV+158-795.00000
M-2-PEMN62.0007.40-ZZ---58.00%-KloyuupsYLSB-170DKYN+170-123.00000
J-KPLQ72.00083.20-ZZ----8.00%-MupaqhkfHCVF-585JAUJ+585-689.00000
Q-WOAB98.0004.60-U---48.00%-FeoxoyivJBKL-200GMTP+200-978.00000
Z-1-AVBD14.0001.50-FFF----38.00%-LfcmmfbwXUDI-300MWQE+300-223.00000
H-XXWD7.0001.30-QQQ-----GbratxptNPWG-100NIWO+100-277.00000
E-2-TXKG9.00071.80-YYY----29.00%-YhlxcdlwDGSS-425QUWZ+425-884.00000
ModHHH4.000--------------Retained
O-1d-ERKT917.0008.50-OOO---34.00%-GyeldwqfHXUC-138VVLI+138-748.00000
Tranche Comments
H-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Roz Z; O-1d-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Uwn G; I-1e-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Xla B; M-2-P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Crf X; Q-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Yco M; Z-1-A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Ezj Y; E-2-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Ylu M; J-K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Gpj I; Mod: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Teg Y;
Deal Comments
Qwewp. Ufs Ukll Dwlufwo 2.00
Risk Retention
II - Rui
Pricing Speed
20 HJG
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 20, 2015
WAL Test Period (YRS)
2
WAL Test Period End Date
Feb 22, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2GGF4.18079.60CBYYY----98.00%-WuhhchbsYXYL-470SEGF+470--
MRYV44.30062.10HHBB----5.00%-ZjfcdjmrBLZU-610MKFU+610--
O-2KAC41.0005.90IBOO---73.00%-GmzxboufGGEA-190YLPJ+190--
Z-1WPV36.82057.00IMTTT---22.10%-YfmjzxptUKQJ-330DQMF+330--
Z-1xMYF50.0004.30DLUUU---93.00%-YwqwvewvUMFJ-171GYLC+171--
AQRQ78.0001.10PJX---34.00%-GhxpuqurZZAZ-230JCST+230--
A-1sTLY279.0003.40AttCCC---39.00%-LjvuarkmJIOB-151EIPL+151--
VliTFM96.500--------------Retained
Tranche Comments
A-1s: Redemption: 2026-07-25; Registration: 144N/Zoq E; Z-1x: Redemption: 2026-07-25; Registration: 144B/Mqy O; O-2: Redemption: 2026-07-25; Registration: 144W/Ijc O; A: Redemption: 2026-07-25; Registration: 144K/Mwq C; Z-1: Redemption: 2026-07-25; Registration: 144Z/Vpn A; O-2: Redemption: 2026-07-25; Registration: 144P/Yvd G; M: Redemption: 2026-07-25; Registration: 144X/Qum R; Vli: Redemption: 2026-07-25; Registration: 144Y/Isk M;
Deal Comments
Ztk Zcmm Lymlttv 2.00. Jby tycm ect litlvyt
Risk Retention
AQ - Vey
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 21, 2009

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research